+1,094.9%
CCI vs WWD
+9,908.7%
-8,813.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.2% |
| 7D | -1.4% | +8.2% | -9.5% | -3.5% |
| 30D | +12.7% | -0.2% | +12.9% | +12.3% |
| 3M | +23.0% | -8.4% | +31.4% | +25.3% |
| 6M | +0.6% | -9.5% | +10.1% | +2.0% |
| YTD | +4.9% | +10.1% | -5.2% | -0.3% |
| 1Y | +0.7% | +21.6% | -20.9% | -7.3% |
| 3Y | +10.2% | +149.6% | -139.4% | -19.6% |
| 5Y | -36.4% | +191.3% | -227.7% | -56.5% |
| 10Y | +66.6% | +455.2% | -388.6% | -14.6% |
| All | +1,094.9% | +9,908.7% | -8,813.7% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling